+186.4%
COP vs EMB
+7.4%
+179.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -0.3% | +17.8% | +17.6% |
| 3M | +13.4% | -0.4% | +13.8% | +13.4% |
| 6M | +17.7% | +0.1% | +17.6% | +17.4% |
| YTD | +46.6% | +1.6% | +45.0% | +45.0% |
| 1Y | +44.6% | +5.6% | +39.0% | +40.0% |
| 3Y | +20.7% | +29.8% | -9.1% | +6.1% |
| All | +186.4% | +7.4% | +179.0% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling